HedgeFund Intelligence Indices

Live

Global

Index Oct 2014 Nov 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.14% 0.70% * 87% 4.03%
Emerging Market Debt -0.05% -0.16% * 92% 1.96%
Emerging Market Equity 0.38% 0.10% * 89% 4.20%
Equity -0.06% 0.93% * 85% 3.08%
Event Driven -1.78% 0.96% * 83% 2.81%
Macro 0.09% 1.45% * 88% 3.16%
Managed Futures 0.03% 4.34% * 94% 8.66%
Single Manager African Index 1.68% 0.77% * 97% 11.77%

* Estimate

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Absolute Return

Index Oct 2014 Nov 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.68% 0.29% * 100% 3.62%
Composite -0.17% 0.68% * 77% 4.61%
Convertible & Equity Arbitrage -1.80% -0.48% * 62% 0.13%
Credit -0.22% 0.09% * 59% 5.72%
Distressed -0.80% 0.21% * 74% 4.30%
Event Driven -2.10% 0.93% * 76% 2.59%
Fixed Income -0.17% 0.30% * 75% 5.09%
Global Equity -0.20% 0.28% * 72% 4.62%
Latin American Debt 0.60% -0.21% * 86% 4.63%
Latin American Equity 0.58% 0.00% * 70% 0.06%
Macro 0.01% 1.47% * 87% 3.64%
Managed Futures -0.12% 3.74% * 88% 6.14%
Mixed Arbitrage -0.93% 0.66% * 79% 3.55%
Mortgage Backed Securities 0.24% 0.44% * 65% 8.78%
Multi-Strategy -0.16% 0.67% * 66% 5.15%
Technology 1.67% 0.92% * 80% 3.91%
U.S. Equity 0.34% 0.97% * 80% 3.76%

* Estimate

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AsiaHedge

Index Oct 2014 Nov 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.64% 0.51% * 100% 5.44%
Asia inc Japan 0.03% 0.43% * 100% 1.63%
Australian Long/Short Equity 1.42% -0.43% * 100% 7.58%
Chinese Long/Short Equity 1.45% 0.63% * 92% 3.39%
Composite 0.22% 0.69% * 93% 4.10%
Indian Long/Short Equity 2.92% 2.31% * 67% 47.14%
Japan Long/Short Equity -0.42% 1.03% * 92% 2.43%
Japan Long/Short Equity -0.59% 1.79% * 97% 1.58%

* Estimate

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EuroHedge

Index Oct 2014 Nov 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.30% 0.72% * 89% 2.71%
Convertible & Equity Arbitrage EUR -0.36% 1.69% * 100% 1.47%
Convertible & Equity Arbitrage USD -0.37% 1.32% * 100% 2.09%
Credit EUR -0.04% 0.08% * 94% 4.70%
Credit USD -0.18% 0.06% * 100% 4.94%
Currency -0.28% 0.51% * 100% 1.68%
Emerging Market Debt USD -0.58% -0.19% * 95% 3.34%
Emerging Market Equity USD -1.78% -1.18% * 86% -2.95%
Equity Market Neutral & Quantitative Strategies EUR 0.94% 0.60% * 72% 2.86%
Equity Market Neutral & Quantitative Strategies USD 0.65% 0.67% * 89% 2.87%
European Equity EUR -0.49% 1.08% * 94% 2.26%
European Equity GBP -0.71% 1.41% * 87% 1.54%
European Equity Nordic 0.28% 0.57% * 100% 4.97%
European Equity USD -0.62% 1.50% * 99% 1.25%
Event Driven EUR -3.05% 0.47% * 100% -2.71%
Event Driven USD -1.89% 1.29% * 100% 1.89%
Fixed Income EUR -0.04% -0.01% * 100% 4.27%
Fixed Income USD -0.44% 0.25% * 92% -0.25%
Global Equity EUR 0.31% 1.20% * 95% 2.51%
Global Equity USD 0.06% 1.22% * 96% 1.73%
Macro EUR -0.05% 0.84% * 89% -0.11%
Macro USD -0.40% 1.37% * 89% 1.24%
Managed Futures EUR 0.33% 7.76% * 91% 15.08%
Managed Futures USD 0.90% 7.09% * 100% 17.62%
Mixed Arbitrage & Multi-Strategy USD -0.06% 1.02% * 100% 2.63%

* Estimate

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InvestHedge

Index Oct 2014 Nov 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -1.18% 0.45% * 66% 2.64%
Asian Pacific Fund of Funds -0.06% 0.92% * 56% 3.61%
Commodities -0.96% 0.40% * 67% 1.33%
Composite -0.59% 1.20% * 52% 2.73%
Distressed -1.93% 0.63% * 67% 1.32%
Emerging Managers -0.07% 1.12% * 79% 3.26%
Emerging Markets Hedge USD 0.30% 0.60% * 53% 5.82%
European Equity EUR -0.73% 2.07% * 67% 0.51%
European Multi Strategy EUR -0.12% 1.51% * 86% 1.91%
Fixed Income USD -1.52% 0.22% * 40% 2.76%
Global Equity USD -0.10% 1.49% * 52% 2.24%
Global Macro Currency USD 0.13% 1.54% * 76% 3.63%
Global Multi Strategy EUR -0.84% 1.11% * 46% 1.67%
Global Multi Strategy USD -0.75% 1.26% * 51% 2.52%
Leveraged Global Multi-Strategy USD -1.83% 3.22% * 53% 6.73%
Managed Futures 0.48% 3.94% * 70% 9.38%
Self-Invested Fund of Funds USD -0.68% 0.72% * 95% 2.11%
US Equity -0.01% 1.79% * 64% 2.49%

* Estimate

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Absolute UCITS

Index Oct 2014 Nov 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.50% 0.18% * 100% 2.98%
Equity Market Neutral & Quantitative Strategies -0.05% 0.60% * 100% 1.17%
European Equity -0.24% 1.19% * 100% 2.07%
Event Driven -1.54% 0.99% * 98% 1.38%
Fund of Funds -1.22% 1.52% * 88% 0.34%
Global Equity 0.87% 1.50% * 100% 4.64%
Macro -0.30% 0.62% * 100% 2.25%
Managed Futures -0.16% 4.58% * 100% 11.07%
Mixed Arbitrage & Multi-Strategy -0.17% 1.48% * 93% 3.02%
Single Manager Composite -0.10% 0.94% * 100% 2.93%

* Estimate

Download full history to Excel, view the methodology